How can you bake lighting?
Most probable reason of your failure, is connecting texture image node with new image to shader node of the cube. Notice, that when you try to bake, you get message "Circular dependency for image "YourImageName" from object "YourObjectname". The texture image node in material (for each material) of the object from which you want to bake a texture, must be active (selected as last) but not connected to any shader, connected to material output.It should look like this: